+632.4%
GEV vs ITUB
+63.7%
+568.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.4% | +3.2% | +3.5% |
| 7D | +1.6% | +2.2% | -0.6% | +0.7% |
| 30D | -7.9% | +12.6% | -20.6% | -12.5% |
| 3M | +5.6% | +6.4% | -0.8% | +2.6% |
| 6M | +13.1% | +0.6% | +12.5% | +12.2% |
| YTD | +46.7% | +18.8% | +27.9% | +37.3% |
| 1Y | +51.3% | +31.0% | +20.3% | +36.1% |
| All | +632.4% | +63.7% | +568.7% | +507.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ITUB.
Daily Out/Under-Performance
Portfolio return minus ITUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITUB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ITUB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling